No, that is not odd.
Lots of people prefer the individual, and undivided attention, that they can give to their significant other`s, over the feeling of 'pressure' that can come with threesomes and more-somes.
There is nothing wrong with it, and you have to be true to yourself.
Now, if your significant other`s like the idea of a threesome, then you have to decide if you can compromise. If it`s just a preference, and not a outright 'issue' there should be easy room for negotiations.
Sometimes everyone is in the same bed, sometimes its one on one time.
Now,..even if it was odd ,..would it really matter ?